+1,006.2%
TER vs ARMK
+125.8%
+880.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -8.9% | -0.7% | -8.2% | -8.3% |
| 30D | -39.1% | -1.3% | -37.7% | -38.4% |
| 3M | -32.8% | -2.5% | -30.3% | -31.7% |
| 6M | -31.7% | +20.8% | -52.5% | -36.4% |
| YTD | +26.9% | +48.2% | -21.3% | +9.9% |
| 1Y | +33.6% | +45.7% | -12.2% | +16.1% |
| 3Y | +181.5% | +96.6% | +85.0% | +118.3% |
| 5Y | +76.1% | +106.6% | -30.4% | +33.5% |
| 10Y | +1,006.2% | +132.6% | +873.6% | +756.1% |
| All | +1,006.2% | +125.8% | +880.4% | +756.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling